NEX Group PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3029 | 18.16 | |
| 0.0683 | 15.49 | |
| 0.7976 | 122.56 | |
| 0.1576 | 10.52 |
Estimation Period:
Nov 16, 1998 to Nov 2, 2018
Nov 16, 1998 to Nov 2, 2018
News Impact Curve
Volatility Forecasts
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